Max Out Sneak Skill
There's a couple ways of doing this and they're essentially the same.
1. Right after the "prologue" part of the game there's a mine called Embershard Mine and it's filled with bandits. Dispatch the two in the first chamber of the mine and move on into a short tunnel. Lower the bridge by pulling a nearby switch (explore along the tunnel on the far wall from the entrance). Continue through the next few rooms until you come to an area with a bandit in a sort of pit, the pit has a forge in it so look for that if you're confused. Destroy the bandit in the pit and you should attract the attention of the guard on the bridge, she'll start shooting arrows at you. Hide about half way down the bridge in the shadows and just keep walking into the wall (while sneaking of course). You're skill will level as you go.
2. Make it to White Run and turn east. Head toward the mountain until you find White River Watch, kill the two bandits outside and enter. The blind guy inside will ask if you're Ralph, just say yes, and proceed like before, walking into the wall in the shadows.
The important part about this is that these guys don't move or move very little so you can do it forever. You can even rubber band your controller.
3.
NOTE: can only be done if you haven't tried to join the DarkBrotherhood yet.
Head over to Windhelm and find Aventus Aretino who should be in his house. Just search for "Arentino" on all of the doors in Windhelm. You'll eventually find it. Immidiately when you walk through the door, you should hear Aventus praying to the Night Mother. Keep walking through the house and you'll eventually see him in a room hitting the floor. He's facing the wall, so if you sneak into the corner his back is facing, he won't notice you. Rubber band your controller walking backwards into the corner and you'll have 100 sneak in a few hours. Aventus shouldn't notice you, but if he does, just walk out of the room and back in again.